Penn gets locked in a steel cage, in 'the standard stand-up comedian' posture. He cannot move, and has only his sense of humour to protect him. In this clip he demonstarates just how vital a good sense of humour is to a comedian...
From Episode 4 of 'The Unpleasant World of Penn & Teller'. The duo play a very nasty trick involving a creamer and manage to get the whole audience doing the same.